+282.7%
AG vs ALC
-16.2%
+298.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -0.1% | -5.3% | +5.2% | +2.3% |
| 30D | +12.5% | -7.1% | +19.5% | +16.0% |
| 3M | +28.2% | +0.8% | +27.4% | +27.1% |
| 6M | -18.8% | -16.0% | -2.9% | -12.1% |
| YTD | +27.4% | -12.7% | +40.1% | +35.3% |
| 1Y | +132.2% | -12.8% | +145.0% | +146.3% |
| All | +282.7% | -16.2% | +298.9% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling